attributes do the professionals monitor in a top-down analysis on the macroeconomics?

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Dec 9, 2018 at 12:01	comment	added	ZXY		@123 Found the paper. It appears to be quite relevant. Will give it a good read. Cheers
Dec 9, 2018 at 2:14	comment	added	123		For something more concrete, look into the recent paper by McKraken and Ng. They make available a large set of macroeconomic time series for this sort of analysis. The paper details the common factors one might extract from these series for structural analysis (VAR, SVAR, etc.). They have both monthly and quarterly series available. I think that paper might be a good starting point.
Dec 8, 2018 at 16:02	comment	added	ZXY		@123 Thanks for the answer. Coincidentally this is the kind of analysis I am trying to do. Hence I am trying to source a wide enough lists of indicators for my exercise. Specifically in this case I am trying to understand what kind of indicators/factors/measures are commonly used in macro-economical analysis. Can you help?
Dec 8, 2018 at 14:17	comment	added	123		Newer approaches to aggregate analysis focused on dimension reduction allow economists to incorporate hundreds of time series when performing forecasting exercises and/or structural analysis. So, one way to answer this is to say that economist will consider everything that seems relevant to answer a given question.
Dec 8, 2018 at 13:43	answer	added	Brian Romanchuk		timeline score: 1
Dec 8, 2018 at 12:00	review	First posts
Dec 8, 2018 at 19:50
Dec 8, 2018 at 11:59	history	asked	ZXY	CC BY-SA 4.0